+205.2%
IEFA vs KEY
+315.6%
-110.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +0.7% | +6.9% | -6.2% | -1.1% |
| 3M | -3.4% | -5.0% | +1.7% | -2.1% |
| 6M | +1.5% | +0.7% | +0.8% | +1.1% |
| YTD | +10.4% | +6.5% | +3.9% | +8.2% |
| 1Y | +13.4% | +22.6% | -9.2% | +6.9% |
| 3Y | +66.7% | +125.3% | -58.7% | +29.6% |
| 5Y | +49.5% | +13.9% | +35.6% | +35.1% |
| 10Y | +145.8% | +105.3% | +40.4% | +66.3% |
| All | +205.2% | +315.6% | -110.4% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling